+323.6%
NSC vs ECL
+150.6%
+173.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -5.5% | -2.6% | -2.9% | -4.0% |
| 30D | -3.2% | -2.2% | -1.0% | -2.0% |
| 3M | +7.7% | +10.1% | -2.4% | +1.2% |
| 6M | +4.5% | -5.7% | +10.3% | +7.6% |
| YTD | +15.6% | +7.0% | +8.6% | +10.2% |
| 1Y | +19.8% | +2.7% | +17.2% | +16.6% |
| 3Y | +70.1% | +57.7% | +12.4% | +24.7% |
| 5Y | +46.1% | +31.1% | +15.0% | +17.9% |
| All | +323.6% | +150.6% | +173.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling